Investor Inattention and the Market Reaction to Merger Announcements.
Henock LouisAmy X. SunPublished in: Manag. Sci. (2010)
Keyphrases
- stock price
- stock market
- stock exchange
- financial markets
- option pricing
- financial data
- non stationary
- market prices
- news articles
- short term
- financial time series
- asset allocation
- historical data
- chinese stock market
- exchange rate
- chemical reaction
- portfolio optimization
- long term
- portfolio management
- learning algorithm
- artificial intelligence
- social networks
- investment strategies
- transaction costs
- trading strategies
- information systems
- multi agent systems
- trading systems
- life cycle